+938.2%
MU vs BE
+490.2%
+448.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.1% |
| 7D | +12.8% | +10.8% | +2.0% | +9.6% |
| 30D | -14.9% | -19.8% | +4.9% | -9.4% |
| 3M | -18.0% | -18.7% | +0.7% | -14.1% |
| 6M | -3.1% | -33.7% | +30.6% | +5.4% |
| YTD | +172.9% | +121.0% | +51.9% | +117.0% |
| 1Y | +228.8% | +85.4% | +143.4% | +168.7% |
| 3Y | +950.8% | +1,709.5% | -758.7% | +356.8% |
| All | +938.2% | +490.2% | +448.1% | +452.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling